Preheat the oven to 400°F. Using a fork, poke small holes in the sweet potato, going all the way around, about ½ inch apart. Cover in foil and bake for 30 minutes, or until cooked through.
Spiralize zucchini into noodles and spread onto paper towels. Place more paper towels on top and gently press out the water as best you can.
Line a baking sheet with foil and lightly spray with olive oil. Build “egg nests” onto tray by bunching the noodles tightly together to look like nests. (Should make about 5 nests.) Pour 3 tablespoons alfredo sauce into the center of each egg nest. Bake in the oven for 10-12 minutes, or until zucchini is lightly browned.
Slice open the sweet potato. Using a melon baller, scoop the insides to form a ball. This will be your “egg yolk.” Place a ball of sweet potato into the center of each cooked nest.
Serve zucchini egg nests with more alfredo sauce to drizzle.